I have tried;
Wood Shavings - Will last about a week, doesnt really keep the smell out in my opinion! And it gets EVERYWHERE! Cheap as chips.
Back 2 Nature - Its environmentally friendly; however it smelt kinda weird and got quite dusty after it had ben soiled. It meant that when i cleaned the cages I was coughing my guts up. £17 for 30 litres and you could leave it for up to 14 days.
Megazorb - This stuff smells weird before it has been soiled, kinda like a musky wood pulpy scent. Its REALLY good and keeping the pee smells down but again, got quite dusty after it was soiled. Could leave about 14 days and its about £13 for a 80 litre bag.
Standard cat litter wood pellets, non-clumping - This was good, it didnt smell weird and it kept the smell down, i could leave the pigs up to 14 days without cleaning and it still smelt fresh. As with the others, it was dusty when cleaning out. About £10 for 30 litres.
Fleece- I'm on day 2 of this as i have literally just changed over. Its trial and error at the moment. But the pigs love it! They seem much more chilled out and happier on this! It is also cost effective as the only thing you pay out for is the initial cost of the fleeces etc and then puppy pads, or whatever your choice of the absorbant layer is every 3 months or so. You would need to change this every 5-7 days i hear. Although as i said, i'm still experimenting with layers etc.
Hope this helps